+4,542.6%
GLW vs UNH
+137,409.5%
-132,866.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +5.9% |
| 7D | +3.8% | +1.1% | +2.7% | +3.5% |
| 30D | -1.3% | -3.8% | +2.4% | -0.5% |
| 3M | -21.8% | +0.7% | -22.5% | -22.2% |
| 6M | +6.9% | +37.9% | -31.0% | -1.0% |
| YTD | +77.2% | +21.9% | +55.2% | +66.2% |
| 1Y | +123.2% | +31.4% | +91.9% | +105.3% |
| 3Y | +400.0% | -11.4% | +411.4% | +381.9% |
| 5Y | +342.8% | +2.5% | +340.3% | +307.9% |
| 10Y | +771.4% | +242.9% | +528.5% | +511.5% |
| All | +4,542.6% | +137,409.5% | -132,866.9% | +1,008.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling